+119.1%
ALL vs BBWI
-24.0%
+143.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +13.3% | +12.9% | +0.4% | +12.9% |
| 3M | +3.2% | +16.0% | -12.8% | +2.6% |
| 6M | +25.3% | +16.6% | +8.7% | +24.5% |
| YTD | +30.5% | +9.7% | +20.7% | +29.5% |
| 1Y | +29.2% | +1.5% | +27.7% | +28.6% |
| 3Y | +119.1% | -21.4% | +140.5% | +125.3% |
| All | +119.1% | -24.0% | +143.1% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling